Salvatore Scognamiglio

University of Naples "Parthenope"

Post Doc Researcher

Department of Management and Quantitative Sciences

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

454

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

An Investigation of Machine Learning Approaches in the Solvency II Valuation Framework

Number of pages: 25 Posted: 03 Jan 2019
University of Rome I, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, La Sapienza, University of Rome, University of Naples Parthenope - Department of Management Studies and Quantitative Methods, University of Naples "Parthenope" and University of Naples Parthenope - Department of Management Studies and Quantitative Methods
Downloads 331 (97,532)
Citation 2

Abstract:

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Solvency II, Nested Monte Carlo, With-Profit Insurance Policies, Least Squares Monte Carlo, Support Vector Machines, Deep Learning

2.

Time-Series Forecasting of Mortality Rates using Deep Learning

Number of pages: 26
Francesca Perla, Ronald Richman, Salvatore Scognamiglio and Mario V. Wuthrich
University of Naples Parthenope - Department of Management Studies and Quantitative Methods, QED Actuaries and Consultants, University of Naples "Parthenope" and RiskLab, ETH Zurich
Downloads 123

Abstract:

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Mortality forecasting, recurrent neural networks, convolutional neural networks, representation learning, time-series forecasting, Lee{Carter model, Human Mortality Database